Share price$25.59
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T13:54:11.090Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T20:00:00.492558785Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 26.89 | 24.8% | 7.3% | |||
| 40Δ | 26.57 | 24.5% | 6.6% | |||
| 45Δ | 26.25 | 24.1% | 5.8% | |||
| 50Δ | 25.93 | 23.8% | 5.1% | 26.03 | 37.0% | 4.7% |
| 55Δ | 25.61 | 23.4% | 4.3% | 26.54 | 37.6% | 4.0% |
| 60Δ | 25.29 | 23.1% | 3.6% | |||
| 65Δ | 24.97 | 22.7% | 2.8% | |||
| 70Δ | 24.67 | 22.3% | 2.4% | |||
| 75Δ | 24.36 | 21.9% | 2.0% | |||
| 80Δ | 24.06 | 21.5% | 1.6% | |||
No recorded observations